How do I merge video files into one for writing to dvd

I still can't make any sense of all this. Have started to download video files, some of which come through as one when the rar file is opened to my desktop I will have a symbol of a disc, I then know there are no problems. But some of them come through as a folder. When I open the folder there are a number of files present. Approximately six of them will have the symbol of my media player, and when I click them it plays each part of the movie. For some reason Nero 7 nor winavi don't like split movie files and i need to make them into one so as i can then just select one for converting and burn. this must be realy easy but I haven't got a clue they are dvd files and all are about 4gb. Is there a program that will merge before using avi or nero. They play lovely on my Pc but I really want them on Dvd. Please Can somebody resolve this problem, before I launch pc through bedroom window. Gregg

The folders sound as though they contain the VOB, IFO and BUP DVD video files. There are the actual files for the DVD that will be contained in the VIDEO_TS folder of the DVD. If these files do not need to be shrunk to fit a DVD5, you can burn them with Nero:

- Open Nero Express
- select the recorder
- select DVD Video Files as the project
- Click the Add button
- Navigate to the folder with the dvd video files, select all of them, and click the Add button
- click the Finished button
- set the burn speed and volume name and click Burn.